Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function
Liu, Lie and Mao, Xuerong and Cao, Jinde (2019) Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function. Journal of Mathematical Analysis and Applications, 479 (2). pp. 1986-2006. ISSN 0022-247X
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Abstract
This paper is concerned with input-to-state stability of SFDSs. By using stochastic analysis techniques, Razumikhin techniques and vector Lyapunov function method, vector Razumikhin-type theorem has been established on input-to-state stability for SFDSs. Novel sufficient criteria on the pth moment exponential input-to-state stability are obtained by the established vector Razumikhin-type theorem. When input is zero, an improved criterion on exponential stability is obtained. Two examples are provided to demonstrate validity of the obtained results.
Creators(s): |
Liu, Lie, Mao, Xuerong ![]() | Item type: | Article |
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ID code: | 69222 |
Keywords: | vector Lyapunov function, razumikhin-type theorems, input-to-state stability, exponential stability, stochastic functional differential equation, Probabilities. Mathematical statistics, Mathematics(all) |
Subjects: | Science > Mathematics > Probabilities. Mathematical statistics |
Department: | Faculty of Science > Mathematics and Statistics |
Depositing user: | Pure Administrator |
Date deposited: | 06 Aug 2019 10:01 |
Last modified: | 21 Jan 2021 11:11 |
Related URLs: | |
URI: | https://strathprints.strath.ac.uk/id/eprint/69222 |
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